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math.ST2020
Kernel Analog Forecasting: Multiscale Test Problems
Dmitry Burov, Dimitrios Giannakis, Krithika Manohar +1
Data-driven prediction is becoming increasingly widespread as the volume of data available grows and as algorithmic development matches this growth. The nature of the predictions m…
math.ST2020
Bridging data science and dynamical systems theory
Tyrus Berry, Dimitrios Giannakis, John Harlim
This short review describes mathematical techniques for statistical analysis and prediction in dynamical systems. Two problems are discussed, namely (i) the supervised learning pro…